Equation (4.129) may be used to reduce the amount of computation required to set-up the covariance normal equations.
(a) Show that the elements along the main diagonal may be computed recursively beginning with rx(1, 1).
(b) Show how the elements along the lower diagonals may be computed recursively beginning with rx(k, 1). How may the terms along the upper diagonals be obtained?
(c) Determine how many multiplies and adds are necessary to set-up the covariance normal equations (do not forget the evaluation of the vector on the right-hand side).